Source: BATS
Related:
High-frequency trading: how great is the need for speed?
NYSE Replaces SuperDOT, Cutting Order-Execution Time to 5 Milliseconds from 105
In Defense of the High Frequency Trading Community
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“It has also taken part in improving market quality, as defined by increased liquidity and tighter spreads”
i never understood why that is a meaningful goal. So instead of trading a measly 20 million shares of microsoft per day, we can now trade up to 100′s of millions! high frequency trading is just another mechanism to help people miss the forest for the trees.